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isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Comin, Diego"
~person:"Engle, Robert F."
~subject:"USA"
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1955-1997
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Comin, Diego
Engle, Robert F.
Andersen, Torben
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ECONIS (ZBW)
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1
Liquidity and volatility in the US treasury market
Nguyen, Giang H.
;
Engle, Robert F.
;
Fleming, Michael J.
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 207-229
Persistent link: https://www.econbiz.de/10012482750
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2
Turbulent firms, turbulent wages?
Comin, Diego
;
Groshen, Erica L.
;
Rabin, Bess
-
2006
Persistent link: https://www.econbiz.de/10003288918
Saved in:
3
The rise in firm-level volatility : causes and consequences
Comin, Diego
;
Philippon, Thomas
-
2005
Persistent link: https://www.econbiz.de/10002878118
Saved in:
4
Diverging trends in macro and micro volatility : facts
Comin, Diego
;
Mulani, Sunil
-
2004
Persistent link: https://www.econbiz.de/10002485368
Saved in:
5
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
-
2003
Persistent link: https://www.econbiz.de/10001852358
Saved in:
6
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
7
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
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